Yamanashi Chuo Bank EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.91% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1001 | 18.59 | |
| 0.2130 | 27.96 | |
| 0.9357 | 289.16 | |
| -0.0224 | -3.10 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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